Henry joined Blackburn on loan from West Ham United ahead of their midweek match with Sheffield Wednesday and he was obviously nervous about his first appearance in English football.
Thankfully, that anxiety didn't show on the pitch as he helped Rovers to a 2-1 win at Hilsborough, but he admits that was the only part of his day which went to plan.
"I want to play games, so my day was then about getting my gear, getting the train, getting the wrong train, getting off at Leicester, then getting back on," he said.
“It was terrifying because I knew eventually pre-game was going to come and I was hungry. So I was glad when the day was over and the team had been successful."
Henry has never played in English football before and Sam Allardyce has clearly tried to take the pressure off him by allowing him to get a taste of it away from the Boleyn Ground.
If the Canadian defender was 'terrified' on his debut for Blackburn then his nerves would have been even more evident had he been playing for West Ham.
It means that this loan should put him in a better position to make a challenge for a first-team spot next season, when he does return to West Ham.
There are high hopes for Henry's future, with his pace and power being one of the reasons Allardyce brought him to the London club, and he will be hoping to prove his class over the remainder of his loan spell.